mathmarketmodels/ExpertMM1_v3.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                    ExpertMM1.mq5 |
//|                                  Copyright 2024, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2000-2024, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property description "Exemplo de EA"

#include <Trade\PositionInfo.mqh> //Instatiate Library for Positions Information
#include <Trade\Trade.mqh>
#include <Trade\AccountInfo.mqh>

input double lots=0.01;        // volume em lotes
input int    slippage=10;     // derrapagem admiss<EFBFBD>vel
input bool   revers=false;    // invertemos o sinal? 
input ulong  EXPERT_MAGIC=0;  // MagicNumber do EA
double trade_lot;
double lastAskHit;
CTrade         m_trade; // Trades Info and Executions library
COrderInfo     m_order; //Library for Orders information
CPositionInfo  m_position; // Library for all position features and information 
CAccountInfo   m_account;
double OpenVolume=0;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- definimos o volume correto
   double min_lot=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);
   trade_lot=lots>min_lot? lots:min_lot;   
//--- criamos o identificador do indicador ATR
//--- inicializa<EFBFBD><EFBFBD>o bem-sucedida do EA
   return(INIT_SUCCEEDED); 
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
  //--- relatamos o c<EFBFBD>digo de desligamento do EA
   Print(__FILE__,": C<00>digo de motivo da desinicializa<00><00>o = ",reason); 
//--- destroy timer
   EventKillTimer();
   
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+

void OnTick()
{
   double dailyHigh = iHigh(Symbol(), PERIOD_M15, 1); // Get the daily high
   double dailyLow = iLow(Symbol(), PERIOD_M15, 1);   // Get the daily low
   double bidPrice = SymbolInfoDouble(Symbol(), SYMBOL_BID); // Get the current Bid price
   double askPrice = SymbolInfoDouble(Symbol(), SYMBOL_ASK); // Get the current Ask price
 
   if(m_account.MarginLevel() < 200)
      CloseAllPositions();
   if(GetAccountOpenPositions(Symbol())>0.20 || GetAccountOpenPositions(Symbol())<-0.20 )
           CloseAllPositions();
          
   if(isNewBar())
   {

   // Check if there are no open positions
      MqlTradeRequest request;
      MqlTradeResult result;
      ZeroMemory(request);

      request.action = TRADE_ACTION_DEAL;
      request.symbol = Symbol();
      request.volume = 0.01; // Fixed lot size 0.01
      request.deviation = 20; // Increased slippage tolerance
      request.magic = EXPERT_MAGIC; // Use user-defined Magic Number
      request.comment = "Daily High/Low EA";

      // Set order filling mode dynamically
      ENUM_ORDER_TYPE_FILLING fillingMode;
      if (SymbolInfoInteger(Symbol(), SYMBOL_FILLING_MODE) & SYMBOL_FILLING_IOC)
         fillingMode = ORDER_FILLING_IOC;
      else
         fillingMode = ORDER_FILLING_RETURN;

      request.type_filling = fillingMode; 
      request.type_time = ORDER_TIME_GTC; // Good till canceled

      // ' Buy condition: Ask price reaches near the daily high
      if (askPrice >= dailyHigh & GetAccountOpenPositions(Symbol())<=0)
      {
         //if(GetAccountOpenPositions(Symbol())>0)
           // CloseAllPositions();
         request.type = ORDER_TYPE_SELL;
         request.price = askPrice; // Buying at Ask price
         request.sl = askPrice + 100 * Point();
         Print("Placing BUY order at Ask: ", askPrice);
            // Send the order
         if (!OrderSend(request, result))
            Print("Trade execution error: ", result.comment);
         else
            Print("Order placed: ", result.price, " | Magic Number: ", EXPERT_MAGIC);
      }
      // ' Sell condition: Bid price reaches near the daily low
      else if (bidPrice <= dailyLow & GetAccountOpenPositions(Symbol())>=0)
      {
         ///if(GetAccountOpenPositions(Symbol())<0)
            //CloseAllPositions();
         request.type = ORDER_TYPE_BUY;
         request.price = bidPrice; // Selling at Bid price;
         request.sl = request.price - 100 * Point();
         Print("Placing SELL order at Bid: ", bidPrice);
         // Send the order
         if (!OrderSend(request, result))
            Print("Trade execution error: ", result.comment);
         else
            Print("Order placed: ", result.price, " | Magic Number: ", EXPERT_MAGIC);
      }
      else
         return; // No trade condition met
   }
   
}



//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void OnTimer()
  {
//---
   
  }
//+------------------------------------------------------------------+
//| Trade function                                                   |
//+------------------------------------------------------------------+
void OnTrade()
  {
//---
   
  }
//+------------------------------------------------------------------+
//| TradeTransaction function                                        |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction& trans,
                        const MqlTradeRequest& request,
                        const MqlTradeResult& result)
  {
//---
   
  }
//+------------------------------------------------------------------+
//| Tester function                                                  |
//+------------------------------------------------------------------+
double OnTester()
  {
//---
   double ret=0.0;
//---

//---
   return(ret);
  }
//+------------------------------------------------------------------+
//| TesterInit function                                              |
//+------------------------------------------------------------------+
void OnTesterInit()
  {
//---
   
  }
//+------------------------------------------------------------------+
//| TesterPass function                                              |
//+------------------------------------------------------------------+
void OnTesterPass()
  {
//---
   
  }
//+------------------------------------------------------------------+
//| TesterDeinit function                                            |
//+------------------------------------------------------------------+
void OnTesterDeinit()
  {
//---
   
  }
//+------------------------------------------------------------------+
//| ChartEvent function                                              |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
                  const long &lparam,
                  const double &dparam,
                  const string &sparam)
  {
//---
   
  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| Returns true if a new bar has appeared for a symbol/period pair  |
//+------------------------------------------------------------------+
bool isNewBar()
  {
//--- memorize the time of opening of the last bar in the static variable
   static datetime last_time=0;
//--- current time
   datetime lastbar_time=SeriesInfoInteger(Symbol(),Period(),SERIES_LASTBAR_DATE);

//--- if it is the first call of the function
   if(last_time==0)
     {
      //--- set the time and exit
      last_time=lastbar_time;
      return(false);
     }

//--- if the time differs
   if(last_time!=lastbar_time)
     {
      //--- memorize the time and return true
      last_time=lastbar_time;
      return(true);
     }
//--- if we passed to this line, then the bar is not new; return false
   return(false);
  }
  
//+------------------------------------------------------------------+
//| Returns type of a pending order in a random way                  |
//+------------------------------------------------------------------+
ENUM_ORDER_TYPE GetRandomType()
  {
   int t=MathRand()%2;
//---   0<=t<4
   switch(t)
     {
      case(0):return(ORDER_TYPE_BUY_LIMIT);
      case(1):return(ORDER_TYPE_SELL_LIMIT);
     }
//--- incorrect value
   return(WRONG_VALUE);
  } 

//+------------------------------------------------------------------+
//| Deletes all pending orders with specified ORDER_MAGIC            |
//+------------------------------------------------------------------+
void DeleteAllOrdersByMagic(long const magic_number)
  {
   ulong order_ticket;
//--- go through all pending orders
   for(int i=OrdersTotal()-1;i>=0;i--)
      if((order_ticket=OrderGetTicket(i))>0)
         //--- order with appropriate ORDER_MAGIC
         if(magic_number==OrderGetInteger(ORDER_MAGIC))
           {
            MqlTradeResult result={};
            MqlTradeRequest request={};
            request.order=order_ticket;
            request.action=TRADE_ACTION_REMOVE;
            OrderSend(request,result);
            //--- write the server reply to log
            Print(__FUNCTION__,": ",result.comment," reply code ",result.retcode);
           }
//---
  } 

int GetOrdersTotalByMagic(long const magic_number)
  {
   ulong order_ticket;
   int total=0;
//--- go through all pending orders
   for(int i=0;i<OrdersTotal();i++)
      if((order_ticket=OrderGetTicket(i))>0)
         if(magic_number==OrderGetInteger(ORDER_MAGIC)) total++;
//---
   return(total);
  } 
  
//+------------------------------------------------------------------+
//| Buy at a market price with a specified volume                    |
//+------------------------------------------------------------------+
bool Buy(double volume,ulong deviation=10,ulong  magicnumber=0)
  {
//--- buy at a market price
   return (MarketOrder(ORDER_TYPE_BUY,volume,deviation,magicnumber));
  }
//+------------------------------------------------------------------+
//| Sell at a market price with a specified volume                   |
//+------------------------------------------------------------------+
bool Sell(double volume,ulong deviation=10,ulong  magicnumber=0)
  {
//--- sell at a market price
   return (MarketOrder(ORDER_TYPE_SELL,volume,deviation,magicnumber));
  }

  
//+------------------------------------------------------------------+
//| Sets a pending order in a random way                             |
//+------------------------------------------------------------------+
uint SendRandomPendingOrder(long const magic_number)
  {
//--- prepare a request
   MqlTradeRequest request={};
   request.action=TRADE_ACTION_PENDING;         // setting a pending order
   request.magic=magic_number;                  // ORDER_MAGIC
   request.symbol=_Symbol;                      // symbol
   request.volume=0.01;                          // volume in 0.01 lots
   request.sl=0;
   request.tp=0;                                // Take Profit is not specified     
//--- form the order type
   request.type=GetRandomType();                // order type
   //request.type=ORDER_TYPE_BUY_LIMIT;
//--- form the price for the pending order
   request.price=GetRandomPrice(request.type);  // open price
   if(request.type==ORDER_TYPE_BUY_LIMIT)
   {
      request.tp=iHigh(Symbol(),PERIOD_D1,0);
      request.sl=iLow(Symbol(),PERIOD_D1,0);
   }
   else
      if(request.type==ORDER_TYPE_SELL_LIMIT) // ORDER_TYPE_SELL_LIMIT or ORDER_TYPE_BUY_STOP
      {
         request.tp=iLow(Symbol(),PERIOD_D1,0);
         request.sl=iHigh(Symbol(),PERIOD_D1,0);
      }
      else
         return false;

//--- send a trade request
   MqlTradeResult result={};
   OrderSend(request,result);
//--- write the server reply to log  
   Print(__FUNCTION__,":",result.comment);
   if(result.retcode==10016) Print(result.bid,result.ask,result.price);
//--- return code of the trade server reply
   return result.retcode;
  }
  
  //+------------------------------------------------------------------+
//| Prepare and send a trade request                                 |
//+------------------------------------------------------------------+
bool MarketOrder(ENUM_ORDER_TYPE type,double volume,ulong slip,ulong magicnumber,ulong pos_ticket=0)
  {
//--- declaring and initializing structures
   MqlTradeRequest request={};
   MqlTradeResult  result={};
   double price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
   if(type==ORDER_TYPE_BUY)
      price=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
   if(type==ORDER_TYPE_BUY_LIMIT)
      price=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
   if(type==ORDER_TYPE_SELL)
      price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
   if(type==ORDER_TYPE_SELL_LIMIT)
      price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- request parameters
   request.action   =TRADE_ACTION_DEAL;                     // trading operation type
   request.position =pos_ticket;                            // position ticket if closing
   request.symbol   =Symbol();                              // symbol
   request.volume   =volume;                                // volume 
   request.type     =type;                                  // order type
   request.price    =price;                                 // trade price
   request.deviation=slip;                                  // allowable deviation from the price
   request.magic    =magicnumber;                           // order MagicNumber
//--- send a request
   if(!OrderSend(request,result))
     {
      //--- display data on failure
      PrintFormat("OrderSend %s %s %.2f at %.5f error %d",
                  request.symbol,EnumToString(type),volume,request.price,GetLastError());
      return (false);
     }
//--- inform of a successful operation
   PrintFormat("retcode=%u  deal=%I64u  order=%I64u",result.retcode,result.deal,result.order);
   return (true);
  }
  
  //+------------------------------------------------------------------+
//| Returns price in a random way                                    |
//+------------------------------------------------------------------+
double GetRandomPrice(ENUM_ORDER_TYPE type)
  {
   int t=(int)type;
//--- stop levels for the symbol
   int distance=(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_STOPS_LEVEL);
   if(distance<=0)
      distance=150;
   else
      distance+=50;
//--- receive data of the last tick
   MqlTick last_tick={};
   SymbolInfoTick(_Symbol,last_tick);
//--- calculate price according to the type
   double price;
   if(t==ORDER_TYPE_BUY_LIMIT ) // ORDER_TYPE_BUY_LIMIT or ORDER_TYPE_SELL_STOP
     {
      price=last_tick.bid; // depart from price Bid
      price=price-distance*_Point;
     }
   else
   if(t==ORDER_TYPE_SELL_LIMIT )             // ORDER_TYPE_SELL_LIMIT or ORDER_TYPE_BUY_STOP
     {
      price=last_tick.ask; // depart from price Ask
      price=price+distance*_Point;
     }
//---
   return(price);
  }
  
//+------------------------------------------------------------------+
//| Close all positions                                              |
//+------------------------------------------------------------------+
void CloseAllPositions()
  {
   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of current positions
      if(m_position.SelectByIndex(i))     // selects the position by index for further access to its properties
         m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol
  }
//+------------------------------------------------------------------+
//| Is position exists                                               |
//+------------------------------------------------------------------+
bool IsPositionExists(void)
  {
   for(int i=PositionsTotal()-1;i>=0;i--)
      if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties
         return(true);
//---
   return(false);
  } 
  

bool CheckMoneyForTrade(string symb,double lot,ENUM_ORDER_TYPE type)
  {
//--- Getting the opening price
   MqlTick mqltick;
   SymbolInfoTick(symb,mqltick);
   double price=mqltick.ask;
   if(type==ORDER_TYPE_SELL)
      price=mqltick.bid;
//--- values of the required and free margin
   double margin,free_margin=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
   //--- call of the checking function
   if(!OrderCalcMargin(type,symb,lot,price,margin))
     {
      //--- something went wrong, report and return false
      Print("Error in ",__FUNCTION__," code=",GetLastError());
      return(false);
     }
   //--- if there are insufficient funds to perform the operation
   if(margin>free_margin)
     {
      //--- report the error and return false
      Print("Not enough money for ",EnumToString(type)," ",lot," ",symb," Error code=",GetLastError());
      return(false);
     }
//--- checking successful
   return(true);
  }

//+------------------------------------------------------------------+
//| Check the correctness of the order volume                        |
//+------------------------------------------------------------------+
bool CheckVolumeValue(double volume,string &description)
  {
//--- minimal allowed volume for trade operations
   double min_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN);
   if(volume<min_volume)
     {
      description=StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f",min_volume);
      return(false);
     }

//--- maximal allowed volume of trade operations
   double max_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);
   if(volume>max_volume)
     {
      description=StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f",max_volume);
      return(false);
     }

//--- get minimal step of volume changing
   double volume_step=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_STEP);

   int ratio=(int)MathRound(volume/volume_step);
   if(MathAbs(ratio*volume_step-volume)>0.0000001)
     {
      description=StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f",
                               volume_step,ratio*volume_step);
      return(false);
     }
   description="Correct volume value";
   return(true);
  }
  
  //+------------------------------------------------------------------+
//| Check if another order can be placed                             |
//+------------------------------------------------------------------+
bool IsNewOrderAllowed()
  {
//--- get the number of pending orders allowed on the account
   int max_allowed_orders=(int)AccountInfoInteger(ACCOUNT_LIMIT_ORDERS);

//--- if there is no limitation, return true; you can send an order
   if(max_allowed_orders==0) return(true);

//--- if we passed to this line, then there is a limitation; find out how many orders are already placed
   int orders=OrdersTotal();

//--- return the result of comparing
   return(orders<max_allowed_orders);
  }
  
  //+------------------------------------------------------------------+
//| Return the size of position on the specified symbol              |
//+------------------------------------------------------------------+
double PositionVolume(string symbol)
  {
//--- try to select position by a symbol
   bool selected=PositionSelect(symbol);
//--- there is a position
   if(selected)
      //--- return volume of the position
      return(PositionGetDouble(POSITION_VOLUME));
   else
     {
      //--- report a failure to select position
      Print(__FUNCTION__," Failed to perform PositionSelect() for symbol ",
            symbol," Error ",GetLastError());
      return(-1);
     }
  }
  
  //+------------------------------------------------------------------+
//|  returns the volume of current pending order by a symbol         |
//+------------------------------------------------------------------+
double   PendingsVolume(string symbol)
  {
   double volume_on_symbol=0;
   ulong ticket;
//---  get the number of all currently placed orders by all symbols
   int all_orders=OrdersTotal();

//--- get over all orders in the loop
   for(int i=0;i<all_orders;i++)
     {
      //--- get the ticket of an order by its position in the list
      ticket=OrderGetTicket(i);
      //--- if our symbol is specified in the order, add the volume of this order
      if(symbol==OrderGetString(ORDER_SYMBOL))
         volume_on_symbol+=OrderGetDouble(ORDER_VOLUME_INITIAL);
     }
//--- return the total volume of currently placed pending orders for a specified symbol
   return(volume_on_symbol);
  }
  
  //+------------------------------------------------------------------+
//| Return the maximum allowed volume for an order on the symbol     |
//+------------------------------------------------------------------+
double NewOrderAllowedVolume(string symbol)
  {
   double allowed_volume=0;
//--- get the limitation on the maximal volume of an order
   double symbol_max_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);
//--- get the limitation on the volume by a symbol
   double max_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_LIMIT);

//--- get the volume of the open position by a symbol
   double opened_volume=PositionVolume(symbol);
   if(opened_volume>=0)
     {
      //--- if we have exhausted the volume
      if(max_volume-opened_volume<=0)
         return(0);

      //--- volume of the open position doesn't exceed max_volume
      double orders_volume_on_symbol=PendingsVolume(symbol);
      allowed_volume=max_volume-opened_volume-orders_volume_on_symbol;
      if(allowed_volume>symbol_max_volume) allowed_volume=symbol_max_volume;
     }
   return(allowed_volume);
  }
  

  //+------------------------------------------------------------------+
//| Return the volume open in symbol |
//+------------------------------------------------------------------+  

double GetAccountOpenPositions(string symbol)
{
   double totalVolume=0;
  // Loop through all open positions and print their volume
   int totalPositions = PositionsTotal(); // Get the total number of open positions

   for (int i = 0; i < totalPositions; i++)
   {
      if (m_position.SelectByIndex(i))  // Select the position by index
      {
         if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
            totalVolume += PositionGetDouble(POSITION_VOLUME); // Get the volume of the position
          if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
            totalVolume -= PositionGetDouble(POSITION_VOLUME); // Get the volume of the position
      }
   }
   
   return totalVolume;
}